DZ Bank Call 18 RAW 20.12.2024
/ DE000DJ7PAC4
DZ Bank Call 18 RAW 20.12.2024/ DE000DJ7PAC4 /
| 10/18/2024 9:09:38 AM |
Chg.-0.25 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-17.01% |
-
Bid Size: - |
-
Ask Size: - |
RAIFFEISEN BK INTL I... |
18.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ7PAC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.50 |
| Time value: |
0.97 |
| Break-even: |
19.47 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.15 |
| Spread %: |
11.36% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
7.72 |
| Rho: |
0.02 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.58% |
| 1 Month |
|
|
-10.29% |
| 3 Months |
|
|
-22.29% |
| YTD |
|
|
-51.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.22 |
| 1M High / 1M Low: |
1.47 |
0.90 |
| 6M High / 6M Low: |
2.45 |
0.58 |
| High (YTD): |
1/26/2024 |
3.36 |
| Low (YTD): |
8/7/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.59% |
| Volatility 6M: |
|
201.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
